Jens,
Hope this helps
fe
// MONITOR PORTFOLIO EQUITY ROUTINE
// Equity Level is from Highest Equity since start of backtest
// OR from last 'Sell all' Signal
// this statement turns ON custom portfolio backtester procedure
SetOption("UseCustomBacktestProc", True );
Perc = 0.95; //Optimize("
I think that that is an excellent idea.
Realistically speaking, I think that the UKB would be the path of
least resistance, at least to start. That way, peer review could
allow for in place modification of the submission until it was
accepted. At that point, the finalized version could be added
Bill,
I agree with Dennis that the problem is that newbies and people like me want to
look for the answers, but have several problems when they look for them.
1. They don't know how to search for them.
2. They don't know what terms to use in the search.
3. If they do find what they are looking f
> You are right in many aspects. However, I think newbies and the
rest
> of us too would be more willing to look for answers if we had a
single
> place to go to where we could search across the resources.
I agree. Yet, as Herman pointed out, this is what the UKB was
supposed to be. Unfortu
The Users Guide gives an example for stochastic so just modify.
http://www.amibroker.com/guide/h_indbuilder2.html
- Original Message -
From: Ken Henderson
To: amibroker@yahoogroups.com
Sent: Thursday, August 28, 2008 12:50 AM
Subject: [amibroker] RE: Help with RSI Style Cloud
Hi
Can anyone assist me with this AFL formula?
I am trying to have a style cloud appear above 70 and below 30 on an RSI.
I am obviously doing something wrong.
Many thanks
Ken
_SECTION_BEGIN("RSI");
SetChartOptions(0,0,chartGrid30|chartGrid70);
periods = Param( "Pe
Dennis,
It's not as complicated as you suggest. For elementary stuff there is in fact
a single resource which is often not used - Users Guide. As someone mentioned,
much can be learned by digesting the function list, array discussion, and
operational procedures - all in the Users Guide. Wha
Hello,
When I was first learning AFL, I did not quite understand how the
Arrays worked in the grand scheme of an AFL update pass. The key
concept I was missing was that everything started over from nothing
for each update of the charts. Later I learned that I could only keep
information
Bill,
You are right in many aspects. However, I think newbies and the rest
of us too would be more willing to look for answers if we had a single
place to go to where we could search across the resources.
There will be a never ending source of newbies, so just saying to go
to this resour
The problem, imo, is not the format but rather that too many are willing to
provide answers to elementary questions over and over again instead of simply
directing the person to the Users Guide or UKB or past messages (use Yahoo
search). The individual is responsible for extracting the informat
You can use the following construct:
plotcolor = iif(your condition,color1,color2);
Plot(1,"",plotcolor,stylearea|styleownscale,0,1);
- Original Message -
From: "murthysuresh" <[EMAIL PROTECTED]>
To:
Sent: Wednesday, August 27, 2008 5:33 PM
Subject: [amibroker] Re: background color bas
i believ that it would set the entire chart background. in the case i
am looking for eg.
macd histo moves cyclically from negative to positive and back. during
the negative cycle, i want my price chart background to be light red
and during the positive cycle i want it to be light green. since
i have a database default STOCKS which connects to DTN
i use another databsae FOREX to connect to IB.
when i am using the FOREX databse and an external prog create a ole
instance of AB, it switches my FOREX database to STOCKS database. i
believe TJ identified this as a MSFT behaviour.
However
IMO, this is the main problem with our format. First thing I asked on this
forum was about Plot Shapes. Just couldn't wait to get started or read
anything. Since that time, I bet similar plot questions have come around 100
times. It is very hard and time consuming to search this list. If we had
> How does one bring the teacher a virtual apple?
>
I realize that this was a rhetorical question.
But, how about responding to threads on the forum if one thinks
that they might have the answer.
It takes the load off of any single moderator, gives one the
opportunity to look into areas that
you can color the chart anything you want ... not sure about changing
background color unless you use low level graphics.
You can use the following construct:
plotcolor = iif(your condition,yourcolor,background color);
Plot(1,"",plotcolor,stylearea|styleownscale,0,1);
- Original Message -
If you have an account don't use the demo version. Sign onto account
management in your account and select account access and set up a
paper trading account. That is much better than the demo account and
has most of the features of your real account. Also, if you have more
than one computer you
I am having a terrible time on my home computer getting the IB plugin to work
properly. The yellow tooltip dialog will not come up. The plugin indicator
light seems to work properly, but the backfills are erratic and there is no way
to know if it is throttling or what is going on because there i
you only need to run the CBT once
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/8/27 tiedemj <[EMAIL PROTECTED]>:
> bump - still found no resolution on this...
>
> --- In amibroker@yahoogroups.com, "tiedemj" <[EMAIL PROTECTED]> wrote:
>>
>> Hello - trying to stop tradi
Yes, you can set it any time you want and to any color.
Use SetChartBkColor( your color );
Barry
--- In amibroker@yahoogroups.com, "murthysuresh" <[EMAIL PROTECTED]> wrote:
>
> can i change the background of a chart based on conditions. for eg.
> the background color price chart =green when ma
can i change the background of a chart based on conditions. for eg.
the background color price chart =green when macd>0 and adx >20
If it is any consolation for Tomasz... when he has to find the page,
for someone, and put their finger on the line, there are a few more
of us reading along sheepishly and when he shows someone the lesson
was written years ago, but the student hasn't read it, others in the
class look down at th
The Kelly system works by leveraging the odds...finding spots where there are
overlays and betting a portion of your bankroll based on how much of an overlay
it is. By taking into the account the expected rate of return and the risk
involved Kelly's utility function maximizes the overall growth
thanks a million
http://www.amibroker.com/guide/afl/afl_view.php?id=118
- Original Message -
From: Tim
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 3:31 PM
Subject: [amibroker] re: decimal places
Hello,
How do I adjust the number of decimal places in an indicator. I use
That does not help but I found the solution in the meantime.
Sell=IIf(Buy AND BarIndex()-ValueWhen(Buy, BarIndex(), 2)==11 ,1,
BarsSince( Buy ) > 10);
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Then you can use >= instead of >
>
> Don't be afraid to exper
Hello,
How do I adjust the number of decimal places in an indicator. I use
William Blau's SMI Ergodic and it gives up to 5 decimal places. I
really only need 2 places after the decimal, in fact 1 would do. Any
help is very much appreciated. Thank you.
Kindest regards,
Tim
TJ
Thanks for the correction
A
- Original Message -
From: Tomasz Janeczko
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 12:00 PM
Subject: Re: [amibroker] Subscripted Array Names
Sure you can:
function Price( k )
{
return VarGet( "Price"+ StrForm
Then you can use >= instead of >
Don't be afraid to experiment with the code.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "zozuzoza" <[EMAIL PROTECTED]>
To:
Sent: Wednesday, August 27, 2008 9:17 PM
Subject: [amibroker] Re: Extended stopTypeNBar
> Thank you.
Thank you. The only problem is that it exits when there is another
buy signal on the same day of a sell signal, i.e. if on the 11th bar
there is a buy signal it will extend it again by 10 bars.
This should not be like this because I sell on Open and the buy
signal is calculated from the Close,
Sure you can:
function Price( k )
{
return VarGet( "Price"+ StrFormat("%02.0f", k ) );
}
Price01 = something
Plot( Price( 1 ), "dynamic array name", colorBlack );
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Ara Kaloustian
To: amibroker@yahoogroups.c
A simple alternate way would be to have one more array, say PriceX and then
use it to hold the array you want to work on:
PriceX = IIF(arrayNbr ==1, Price1, IIF(arrayNbr ==2, Price2 etc..
and then you can use Pricex(i) in a subroutine ..
d
On Wed, Aug 27, 2008 at 2:19 PM, Ara Kaloustian <[
i attempted to enhance the barlabelling functions from the User KB.
when i added weekday, it does seem to print the weekday of the
cursor selected bar and not the weekday of the bar in context. how
do i fix it. it seems to work well in all other cases except weekday.
_SECTION_BEGIN("BAR LAB
can not dynamically assign array names
- Original Message -
From: Ken Close
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 10:45 AM
Subject: [amibroker] Subscripted Array Names
How can I use "subscripted array names"?
Price[i] refers to the i-th bar of th
Use VarGet() and VarSet()
BR,
Dennis
On Aug 27, 2008, at 1:45 PM, Ken Close wrote:
How can I use "subscripted array names"?
Price[i] refers to the i-th bar of the the array named "Price"
I have a series of arrays, Price01, Price02, Price03, all
representing prices over the full number of b
How can I use "subscripted array names"?
Price[i] refers to the i-th bar of the the array named "Price"
I have a series of arrays, Price01, Price02, Price03, all representing
prices over the full number of bars.
Is it possible and how to refer to Price(k) where k in this case is "01".
"02", "
yes looks like it. Thanks for the feedback,
regards, Ed
- Original Message -
From: Tomasz Janeczko
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 7:04 PM
Subject: Re: [amibroker] Re: IQFeed
Well, 10 minutes looks like they did not enable real-time for
Hello,
Please note that parts of the docs may refer to OLD plugin or OLD TWS versions.
Things change and improve.
That's why there was no backfill on DEMO but now there IS 10-day backfill.
and that's why there was no open price but now there is (with MOST RECENT TWS
and IB plugin 1.7.1).
If you no
Tod,
I cannot confirm your issues. I use the DEMO account for system
development and it works quite well at least for stocks and ETFs.
1) Backfill works for the last 10 exchange open days.
2) Open data is available for each bar and in RT quote window.
3) It seems that is true. The local system n
Well, 10 minutes looks like they did not enable real-time for E-minis for you.
You would need to check with them.
If there was few second delay it could be some technical reason. Delays as
large as you mention mean not-enabled RT data subscription to given market.
Best regards,
Tomasz Janeczko
a
Call DTN and ask them.
BR,
Dennis
On Aug 27, 2008, at 12:00 PM, Edward Pottasch wrote:
ok thanks.
I am still in the trial here and it look like the ES data are
delayed if I look in the time/sales window. 10 minute delay. If I
force the backfill the chart is up to date but data is not rea
PAL seems to work OK
- Original Message -
From: Edward Pottasch
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 8:41 AM
Subject: Re: [amibroker] IQFeed
hi Ara,
also small stocks like PAL? If I return to the symbol PAL I need to do a
force backfill to se
Thank you. The only problem is that it exits when there is another
buy signal on the same day of a sell signal, i.e. if on the 11th bar
there is a buy signal it will extend it again by 10 bars.
This should not be like this because I sell on Open and the buy
signal is calculated from the Close,
ok thanks.
I am still in the trial here and it look like the ES data are delayed if I look
in the time/sales window. 10 minute delay. If I force the backfill the chart
is up to date but data is not real time. Not sure what is going on with stocks
like PAL. Time sales window is way delayed ..
I just opened an account at IB brokers and was going to try the real
time data stream they provide. I was reading in Amibroker help when I
came across this:
NOTES ON IB API LIMITATIONS:
1. Backfill is available for REAL IB accounts only (not on demo)
2. Open price is NOT provided by IB. For th
check if the symbol is marked as Continous quotations = Y and local
database = No.
you can also open up the realtime watch window and see if it is
getting new data.
--- In amibroker@yahoogroups.com, "Edward Pottasch" <[EMAIL PROTECTED]>
wrote:
>
> ok thanks for your reply. ESU8 is also not up
hi Ara,
also small stocks like PAL? If I return to the symbol PAL I need to do a force
backfill to see the data. Even if I let it stand as the active chart it does
not update the data. Not with GE and larger stocks, these work fine. ES
futures not updating here still.
Could be due to my inte
I don't use the futures, but large and small stocks are OK
- Original Message -
From: Edward Pottasch
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 7:23 AM
Subject: [amibroker] IQFeed
hi,
anyone using IQFeed?
I see that the oil future updates properl
Hello,
I would like to develop an AFL for multiple symbols' real time
information (ex MA()) in indicator pane. When using foreign() the
foreign symbol price data is aligned to the underlying symbol. If the
underlying symbol is not in trading session, the foreign symbol (which
is in trading sessi
ok thanks for your reply. ESU8 is also not updating here. GE is and oil is but
the indices are not. Must be all that fresh countryside air it dislikes,
rgds, Ed
- Original Message -
From: Dennis Brown
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 5:09 PM
I am using IQFeed and @ESU8 is updating on my 5 second database
without any problems.
BR,
Dennis
On Aug 27, 2008, at 10:23 AM, Edward Pottasch wrote:
hi,
anyone using IQFeed?
I see that the oil future updates properly but the indexes like @ES#
I need to force a backfill constantly. Bigg
that's it thanks again Tomasz
Phil
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> If you mean Volume At Price you will find it under "Charts".
> http://www.amibroker.com/video/VolumeAtPrice.html
>
> Best regards,
> Tomasz Janeczko
> amibrok
Hello,
If you mean Volume At Price you will find it under "Charts".
http://www.amibroker.com/video/VolumeAtPrice.html
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "phlsti" <[EMAIL PROTECTED]>
To:
Sent: Wednesday, August 27, 2008 4:07 PM
Subject: [amibroker] vol
hi,
anyone using IQFeed?
I see that the oil future updates properly but the indexes like @ES# I need to
force a backfill constantly. Bigger stocks work fine (like GE) but smaller
stocks also need to be backfilled manually continuously.
Other users see the same?
thanks, Ed
Has anyone found a way to show a volume-price histogram on their
charts? I can't find anything in the knowledgebase of the afl list
that would help me.
thanks for any help,
Phil
Thank you tomasz, I didn't find it under tools, but did find it in the
auto-analyser icon, and now mine does work in realtime.
thanks again, Phil
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> The formula IS CORRECT and it WORKS IN REAL TIME
> ==
Well said Brian,except for the the part about me being provocative:)
If I was provocative,my snippet about sending someone into the "UFC
with 5 Tae Kwon Do lessons" would get my first vote.Regardless,I
happen to enjoy T's method,and he puts out a very good product.
I will be the first to admit
bump - still found no resolution on this...
--- In amibroker@yahoogroups.com, "tiedemj" <[EMAIL PROTECTED]> wrote:
>
> Hello - trying to stop trading activity when portfolio equity is
> below maxEquity by some pct, and resume trading when "equity" rises
> above previous maxEquity (where "equity"
YT> But I will amble back into my usagigoya now
And here in Japan, many of us believe that Neil Armstrong's first
words from the lunar surface should have been, "Usagi ga iru."
Yuki
Hi Tomasz,
That explanation is really too funny. I think I can get you a guest
appearance on 'The Daily Show with Jon Stewart'.
But I will amble back into my usagigoya now, having made my point.
Yuki
Wednesday, August 27, 2008, 9:18:13 PM, you wrote:
TJ> Yuki, for correctness sake you were te
Yuki, for correctness sake you were temporarily held,
and not by me, but by William, who was ***moderator*** at that time.
William is not moderator now (he resigned himself).
I know that I am always to blame for everything, regardless of the facts,
that's life, so I will refrain from further comme
I'll keep this short...
Well said Brian.
--- In amibroker@yahoogroups.com, "brian_z111" <[EMAIL PROTECTED]> wrote:
>
> Tomasz,
>
> I think you are entitled to some feedback, the same as everyone else,
> and perhaps you would like some.
>
> (I don't really want to do this - I am tired from long
Tomasz,
I think you are entitled to some feedback, the same as everyone else,
and perhaps you would like some.
(I don't really want to do this - I am tired from long posts and deep
soul searching to answer questions about 'spiritual' trading but you
deserve it after many, many, posts that help
Rights?
I don't think I'm talking about rights. After all, as list owner,
you have rights that are superior to anyone else. In fact, you are
the right grantor über alles.
But I do remember being *banned* from this list, by you, the list
owner, for no good reason at all -- other than someone (an
Thank you for your reply. I am aware of this. However, I do not
understand how it is possible that the buy signal appears in the
Automatic Analysis window as well as in the Alert Output window but
the emailer does not send it?
It does not matter whether *date/time* changes. If the signal appear
Hello,
In such case don't use N-bar stop because it is designed
specifically NOT to extend.
Instead you should use simple barsince rule:
Sell = BarsSince( Buy ) > 10;
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "zozuzoza" <[EMAIL PROTECTED]>
To:
Sent: Wednes
Hello,
Marcin (tech support) is on vacation till September 14,
so I am taking over all support duties till that time.
For that reason I probably won't have time to participate
in this mailing list.
If you have a support question or direct question to me do
not send them on this list.
Direct the
Is there a way to extend the nbar stop when new buy signal arrives
during open positions?
For example, we have
ApplyStop( stopTypeNBar, stopModeBars, 10 );
i.e. 10-bar stop and on the 5th bar new buy signal arrives, which
would extend the exit to the 15th bar.
To make it more complicated, I'd
Selected Timeframe has nothing to do with e-mailer.
The line you have used PREVENTS from sending the alert
twice for the same date/time, hence if you checked it with "text" you won't see
it again
unless *date/time* changes.
For testing use
AlertIf(Buy,"EMAIL","Buy "+Name(),1,1,0);
Best regards,
I cannot get Emailer to work for tick by tick database. The buy
signal appears in the Automatic Analysis window as well as in the
Alert Output window but the emailer does not send it. Testing the
email is OK in the preferencies/Alerts. Also it works fine for EOD
database but does not work for the t
Everyone is free to make unsubstantiated claims about
things that I wrote not working, but I am NOT allowed to say anything, yes?
Why everybody is so hyper-sensitive when it comes to him/herself,
but at the same time thinks that I should accept every kind of ** with smile on
my face.
No, I have
hi Ton,
wasn't the Kelly principle when betting with a coin you put in 25% of your
funds on every wager within certain rules. Not sure.
I just wanted to test an intraday trading stop when a certain profit is reached
since sometimes I see a nice profit evaporate in thin air. This evolved from a
Hi Tomasz,
TJ> If you were not so lazy ...
Do we need ad hominem attacks here? I know you are a busy fellow,
but regardless ...
Yuki
Wednesday, August 27, 2008, 4:20:28 PM, you wrote:
TJ> Hello,
TJ> The formula IS CORRECT and it WORKS IN REAL TIME
TJ>
Ed are you showing us the Kelly Principle ?
Regards, Ton.
- Original Message -
From: Edward Pottasch
To: amibroker@yahoogroups.com
Sent: Wednesday, August 27, 2008 8:59 AM
Subject: Re: [amibroker] Re: backtest / equity curve
hi Mike,
I guess it could but I solved it i
Barry, Dennis,
Your feedbacks are encouraging.
It's better that TJ spend time to create than to teach to beginners.
Excel's active community get me started to enter the programming
world. But copy and paste don't give methods and know-how as a real
programmer, it takes time to enter medium level
Hello,
The formula IS CORRECT and it WORKS IN REAL TIME
===
It also works correcly in EOD and covers SHORTS too.
If you were not so lazy, you would check the documentation of Equity() function
and you will quickly fi
also read
http://www.amibroker.com/kb/2006/10/16/how-to-combine-two-databases-
into-one/
to combine ur ddatabases
--- In amibroker@yahoogroups.com, "murthysuresh" <[EMAIL PROTECTED]> wrote:
>
> --- In amibroker@yahoogroups.com, "Tim" wrote:
> >
> > Hi Ara,
> > My data provider is DTN and I get
hi Mike,
I guess it could but I solved it in a more simple manner. Just used the equity
curve from the original backtest. So I can put this in a chart below the
system. When I run the backtest the curves taking profit at 500$/day, 1000$/day
etc. are the automatically plotted along side the ori
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